- https://doi.org/10.1007/978-94-009-1073-7_3
Parameter Estimation and Model Testing
- Jan 1, 1990
- Dominique M Hanssens +2 more
Abstract
When the causal ordering, functional form, and lag structure are believed known, all that needs to be done is to estimate the model. Nonetheless, any assumptions underlying a model should be tested. In what follows, our discussion is primarily on a conceptual level. Technical details can be found in most leading econometric texts; Judge et al. (1985) is especially helpful in providing guidance for applied work.1
- # Lag Structure
- # Causal Ordering
- # Conceptual Level
- # Technical Details
- # Functional Form
- # Causal Structure
- # Ordering Structure
